A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2019; you can also visit the original URL.
The file type is
The aim of this paper is to analyze the Bickel–Rosenblatt test for simple hypothesis in case of weakly dependent data. Although the test has nice theoretical properties, it is not clear how to implement it in practice. Choosing different band-width sequences first we analyze percentage rejections of the test statistic under H0 by some empirical simulation analysis. This can serve as an approximate rule for choosing the bandwidth in case of simple hypothesis for practical implementation of thedoi:10.3846/13926292.2012.685959 fatcat:7v5a225nqfffppsmvvo4woqiju